Available models#
Model + Paper |
Local/global |
Data layout |
Architecture/method |
Implementation |
---|---|---|---|---|
DeepAR |
Global |
Univariate |
RNN |
|
DeepState |
Global |
Univariate |
RNN, state-space model |
|
DeepFactor |
Global |
Univariate |
RNN, state-space model, Gaussian process |
|
Deep Renewal Processes |
Global |
Univariate |
RNN |
|
GPForecaster |
Global |
Univariate |
MLP, Gaussian process |
|
MQ-CNN |
Global |
Univariate |
CNN encoder, MLP decoder |
|
MQ-RNN |
Global |
Univariate |
RNN encoder, MLP encoder |
|
N-BEATS |
Global |
Univariate |
MLP, residual links |
|
Rotbaum |
Global |
Univariate |
XGBoost, Quantile Regression Forests, LightGBM, Level Set Forecaster |
|
Temporal Fusion Transformer |
Global |
Univariate |
LSTM, self attention |
|
Transformer |
Global |
Univariate |
MLP, multi-head attention |
|
WaveNet |
Global |
Univariate |
Dilated convolution |
|
SimpleFeedForward |
Global |
Univariate |
MLP |
|
DeepNPTS |
Global |
Univariate |
MLP |
|
MQF2 |
Global |
Univariate |
RNN, ICNN |
|
DeepVAR |
Global |
Multivariate |
RNN |
|
GPVAR |
Global |
Multivariate |
RNN, Gaussian process |
|
LSTNet |
Global |
Multivariate |
LSTM |
|
DeepTPP |
Global |
Multivariate events |
RNN, temporal point process |
|
DeepVARHierarchical |
Global |
Hierarchical |
RNN |
|
RForecast |
Local |
Univariate |
ARIMA, ETS, Croston, TBATS |
|
Prophet |
Local |
Univariate |
- |
|
NaiveSeasonal |
Local |
Univariate |
- |
|
Naive2 |
Local |
Univariate |
- |
|
NPTS |
Local |
Univariate |
- |